I don't really play chess much, but I'd imagine there could be a situation where choosing a knight would be an instant checkmate, where a queen would not

I saw an analysis recently on youtube of a chess problem where if you picked the queen, you couldn't win the game because it would always end in a tie due to the opponent being unable to make a move, so the correct choice was to get a tower instead.

Gotta turn it into another king. Double protection, double liability!